Normalized Root Mean Square Error

nrmse is a function that allows the user to calculate the normalized root mean square error (NRMSE) as absolute value between predicted and observed values using different type of normalization methods. It further allows the NRMSE calculation on the scale of the untransformed indicator, which is advisable for a comparison across indicators.

nrmse(
  pred,
  obs,
  method = "sd",
  transformation = "none",
  trans_function = "none"
)

Arguments

pred	A vector of predicted values.
obs	A vector of observed values.
method	A character string indicating the value to be used for the normalization of the RMSE. The default is the standard deviation. Alternatively, you can choose the "mean", "maxmin" (difference between the maximum and minimum observed values) or "iq" (interquartile)
transformation	The type of transformation applied to the observations prior to the analysis. Choose one of the following: "none" (default), "sqrt", "4thrt" (fourth root), "log" (natural logarithm), "log10" (common, i.e. base 10, logarithm), "log2" (binary logarithm), "log1p" (i.e. log(1+x)), "arcsine" (if data is proportional, NOT percentage) or "other".
trans_function	If transformation is set to ""other", the function for the back-transformation needs to be defined here as character string (simply the inverse of the original transformation), e.g. "5^x" if observations log(x, base = 5) transformed or "exp(x) - 0.001" if observations log(x + 0.001) transformed. Default is "none".

Value

The function returns a single NRMSE value (expressed as absolute value). In case the number of positions with non-missing values in both pred and obs is less then 2, NA is returned with a message.

Details

The for most common normalization methods are implemented here:

- the **mean**: NRMSE = RMSE / mean(obs) - the **standard deviation**: NRMSE = RMSE / sd(obs) - the **difference between maximum and minimum**: NRMSE = RMSE / (max(obs)-min(obs) - the **interquartile range**; NRMSE = RMSE / (Q1-Q3), i.e. the difference between the 25th and 75th percentile of observations

Missing values in obs and pred are removed before the computation proceeds, and only those positions with non-missing values in both pred and obs are considered in the computation.

See also

calc_nrmse

Examples

obs <- c(10, 14, 20)
pred <- c(9, 12, 13)
# Calculating the sd-based NRMSE for untransformed data
nrmse(pred, obs)
#> [1] 0.8429272
# Calculating the iq-based NRMSE for log(x+0.001) transformed data
nrmse(pred, obs, method = "iq", transformation = "other", trans_function = "exp(x)-0.001")
#> [1] 1.153703